+109.8%
LBRT vs IAG
+764.1%
-654.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.8% |
| 7D | +8.7% | -0.5% | +9.3% | +8.7% |
| 30D | +6.6% | +28.9% | -22.3% | +2.6% |
| 3M | -34.5% | +19.1% | -53.6% | -36.4% |
| 6M | -24.5% | -10.3% | -14.2% | -24.4% |
| YTD | +12.7% | +24.2% | -11.5% | +6.1% |
| 1Y | +94.8% | +116.5% | -21.6% | +64.8% |
| 3Y | +31.9% | +742.8% | -710.9% | -20.7% |
| All | +109.8% | +764.1% | -654.3% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling